Discrete time Markov chains: a comprehensive theoretical review

Meli, Simone Angelo (A.A. 2024/2025) Discrete time Markov chains: a comprehensive theoretical review. Tesi di Laurea in Quantitative models for data science, Luiss Guido Carli, relatore Marta Leocata, pp. 40. [Bachelor's Degree Thesis]

[img] PDF (Full text)
Restricted to Registered users only

Download (398kB) | Request a copy

Abstract/Index

Discrete time Markov chains. Foundations and basic properties. Communicating classes and state structure. Hitting times and absorption probabilities. Stopping times and the strong Markov property. Recurrence and transience. Recurrence and transience in infinite-state Markov chains. Invariant distributions. Convergence to equilibrium.

References

Bibliografia. p. 39.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18)
Chair: Quantitative models for data science
Thesis Supervisor: Leocata, Marta
Academic Year: 2024/2025
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 09 Dec 2025 13:43
Last Modified: 09 Dec 2025 13:43
URI: https://tesi.luiss.it/id/eprint/44313

Downloads

Downloads per month over past year

Repository Staff Only

View Item View Item